Learn R Programming

LMest (version 2.4.5)

trans_par: Convert matrix parametrization

Description

Function that converts matrix parametrization (internal function).

Usage

trans_par(par,lev,k,sup,G2,IPI,mod)

Arguments

par

regression parameters

lev

vector containing the number of levels of each variable

k

number of latent states

sup

vectors of support points

G2

internal argument

IPI

internal argument

mod

model (0 = LM with stationary transition, 1 = finite mixture)

Value

la

vector of initial probabilities

PI

transition matrix

rho

parameter vector for AR

si

sigma of the AR process

par

regression parameters

lrho

Fisher transformation of the autocorrelation coefficient

tau

regression parameters